A Dynamical System for Strongly Pseudo-monotone Equilibrium Problems

被引:38
作者
Vuong, Phan Tu [1 ,2 ]
Strodiot, Jean Jacques [3 ]
机构
[1] Univ Southampton, Sch Math Sci, Southampton SO17 1BJ, Hants, England
[2] Vingroup, Inst Res & Applicat Optimizat VinOptima, Hanoi, Vietnam
[3] Univ Namur, Dept Math, Namur Inst Complex Syst NaXys, Namur, Belgium
关键词
Equilibrium problem; Dynamical system; Strong pseudo-monotonicity; Global exponential stability; Error bound; VARIATIONAL-INEQUALITIES; PROXIMAL METHODS; CONVERGENCE; ALGORITHMS; STABILITY; EXISTENCE;
D O I
10.1007/s10957-020-01669-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we consider a dynamical system for solving equilibrium problems in the framework of Hilbert spaces. First, we prove that under strong pseudo-monotonicity and Lipschitz-type continuity assumptions, the dynamical system has a unique equilibrium solution, which is also globally exponentially stable. Then, we derive the linear rate of convergence of a discrete version of the proposed dynamical system to the unique solution of the problem. Global error bounds are also provided to estimate the distance between any trajectory and this unique solution. Some numerical experiments are reported to confirm the theoretical results.
引用
收藏
页码:767 / 784
页数:18
相关论文
共 35 条
[21]  
Moudafi A., 1999, J NAT GEOM, V15, P91
[22]   Regularization Algorithms for Solving Monotone Ky Fan Inequalities with Application to a Nash-Cournot Equilibrium Model [J].
Muu, L. D. ;
Quoc, T. D. .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2009, 142 (01) :185-204
[23]   CONVERGENCE OF AN ADAPTIVE PENALTY SCHEME FOR FINDING CONSTRAINED EQUILIBRIA [J].
MUU, LD ;
OETTLI, W .
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1992, 18 (12) :1159-1166
[24]  
Nagurney A., 2012, Projected Dynamical Systems and Variational Inequalities with Applications, V2
[25]   On the global exponential stability of a projected dynamical system for strongly pseudomonotone variational inequalities [J].
Nguyen Thi Thu Ha ;
Strodiot, J. J. ;
Phan Tu Vuong .
OPTIMIZATION LETTERS, 2018, 12 (07) :1625-1638
[26]  
Oettli W., 1994, Math Stud, V63, P123
[27]   Stability for equilibrium problems: From variational inequalities to dynamical systems [J].
Pappalardo, M ;
Passacantando, M .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2002, 113 (03) :567-582
[28]   Modified projection method for strongly pseudomonotone variational inequalities [J].
Pham Duy Khanh ;
Phan Tu Vuong .
JOURNAL OF GLOBAL OPTIMIZATION, 2014, 58 (02) :341-350
[29]   The Tikhonov regularization extended to equilibrium problems involving pseudomonotone bifunctions [J].
Pham Gia Hung ;
Le Dung Muu .
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2011, 74 (17) :6121-6129
[30]   Multi-Step Algorithms for Solving EPs [J].
Pham Ngoc Anh ;
Dang Van Hieu .
MATHEMATICAL MODELLING AND ANALYSIS, 2018, 23 (03) :453-472